AquA

Adaptive Quant Allocation

0 1
Strategy's purpose
0 2
Main Feaures
0 3
Investment process
0 4
Results
01/04

Strategy’s purpose

Top-down quant GTAA investment strategy designed to get a long-term consistent return byidentifying the most consistent global market trends and smoothly adapting to them.
02/04

Main features

smooth adaptation

AQuA Strategy identifies and adapts to the most consistent upward trends. To carry out its Adaptive Quant Allocation, the strategy uses ETFs picked among a preselected Universe.

risk reduction. uncertainty prevention

AQuA establishes three risk profiles, with different volatility levels and asset classes exposure limits , in order to create a differentiated product range to satisfy distinct risk tolerance needs.

AQuA possesses also a dynamic risk reduction mechanism to protect capital investors during downward markets. If there are not consistent upward trends it will punctually invest 100% in safe-haven assets until new investment opportunities arise

transparency & agility

The strategy is transparent and fully explainable. It follows global market trends and therefore allows the client to understand the reason behind each asset allocation.

AQuA provides a lean and cost-effective implementation for the client.

03/04

Investment process

PHASE 0

Universe preselection

Complexity reduction to increase efficiency

The ETFs are prefiltered according to the selected markets, based on the most quality historical price series, the highest liquidity criteria and any personalized requirements the client needs to optimize the operative process.

PHASE 1

Market adaptation (in 3 steps)

More capilarity for a deeper adaptation

STEP 1

ASSET ALLOCATION

Identifies the most consistent trends and assigns each asset class weight.
STEP 2

ASSET PICKING

Distributes the assigned asset class weights among the subcategories.
STEP 3

ETFs SELECTION

The ETFs will be selected to represent the previous elected asset classes in order to create the Portfolio.
04/04

Results

AQuA shows a Positive Asymmetry that produces higher odds of winning than of losing thanks to its high adaptation capacity to any market context with risk control mechanisms. This provides a smooth path for the investor during all the investment time period.

04/A

1 year rolling run up/drawdown

21.97%

ROLLING RUN UP

Proves the strategy ability to be correlated with the markets during upward trends .

-6.98%

ROLLING DRAWDOWN

Shows the strategy capacity to limit the loses during downward trends .

04/B

Experience trading ETFs in US, Europe & Latam Markets

AQUA VOLATILITY LEVELS

FOR 3 DIFFERENT

RISK PROFILES

15%
DYNAMIC
10%
MODERATE
5%
CONSERVATIVE
04/C

1 month time for full portfolio turnover

Higher odds of winning than of losing

EXPOSURE EVOLUTION ACCUMULATED PERFORMANCE

A

It increases its participation on bullish markets.

B

On downtrends it turns to safe-haven assets.

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